on https://financial-hacker.com/petra-on-programming-the-correlation-cycle-indicator/

var State = CCYState(Prices,Period,Threshold);

--> seems to accept the threshold in 2.33

https://zorro-trader.com/manual/en/ta.htm

CCYIState(vars Data, int TimePeriod): var

--> threshold not mentioned, without threshold --> wrong number of parameters